+40.3%
ARMK vs FHN
+14.6%
+25.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.8% | -4.7% |
| 7D | -5.8% | +2.3% | -8.1% | -6.4% |
| 30D | -5.3% | +1.6% | -6.9% | -5.7% |
| 3M | -6.7% | -8.4% | +1.6% | -4.2% |
| 6M | +17.4% | -2.3% | +19.6% | +18.2% |
| YTD | +43.0% | +1.5% | +41.5% | +39.2% |
| 1Y | +40.3% | +15.0% | +25.3% | +26.6% |
| All | +40.3% | +14.6% | +25.7% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling